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Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland
Johansen, Søren; Juselius, Katarina - Økonomisk Institut, Københavns Universitet - 1988
The purpose of this paper is to give a systematic account of the maximum likelihood inference concerning cointegration … vectors in non-stationary vector value autoregressive time series with Gaussian errors. The hypothesis of r cointegration … vectors is given a simple parametric formulation in terms of cointegration vectors and their weights. We then estimate and …
Persistent link: https://www.econbiz.de/10005749557
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What determines real exchange rates? : the Nordic countries
Bergvall, Anders - 2002
long run movements in the real exchange rate for Denmark and Norway, while demand shocks account for most of the long run … variance in the real exchange rate for Finland and Sweden. …
Persistent link: https://www.econbiz.de/10011587580
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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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Bayesian inference in cointegrated systems
Amisano, Gianni - In: Research in economics : an international review of economics 57 (2003) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001845959
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A new model for money demand in Denmark: money demand in a negative interest rate environment
Hensch, Jonas Ladegaard - 2019
Denmark. Instead, I argue that the introduction of housing wealth and the role of precautionary demand for liquidity improves …
Persistent link: https://www.econbiz.de/10011986409
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Government social spending and GDP : has there been a change in social policy?
Clemente, Jesús; Marcuello, Carmen; Montañés, Antonio - In: Applied economics 44 (2012) 22/24, pp. 2895-2905
Persistent link: https://www.econbiz.de/10009616413
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What determines real exchange rates? : The Nordic countries
Bergvall, Anders - In: The Scandinavian journal of economics 106 (2004) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10002211986
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On the causal relationship between trade-openness and government-size: evidence from OECD countries
Molana, Hassan; Montagna, Catia; Violato, Mara - In: International Journal of Public Policy 7 (2011) 4/5/6, pp. 226-249
The compensation hypothesis predicts a positive causation from international economic openness to the size of the public sector, as governments step in to perform a risk mitigating role to counterbalance the increasing exposure to external risk and the economic dislocations caused by growing...
Persistent link: https://www.econbiz.de/10010670287
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What Determines Real Exchange Rates? The Nordic Countries
Bergvall, Anders - 2004
important determinant of long-run movements in the real exchange rate for Denmark and Norway, while demand shocks account for … most of the long-run variance in the real exchange rate for Finland and Sweden …
Persistent link: https://www.econbiz.de/10014069665
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What determines real exchange rates? : The Nordic countries
Bergvall, Anders - 2002
Persistent link: https://www.econbiz.de/10001699745